Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence

C. Marinelli, S. T. Rachev, R. Roll

Research output: Contribution to journalArticlepeer-review

15 Scopus citations

Fingerprint

Dive into the research topics of 'Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence'. Together they form a unique fingerprint.

Mathematics

Engineering & Materials Science